Is there a working extension to import Kinect skeleton data as animation into Blender?
There should be a script for importing bvh files under

File -> import -> Motion Capture (.bvh)

, at least in current versions of blender.

A program to save kinect skeleton data as a .bvh file can be found e.g. on  the following site:
http://tech.integrate.biz/kinect_mocap.htm